+331.8%
ARKK vs NTAP
+650.8%
-319.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -3.5% |
| 7D | -3.1% | +7.4% | -10.4% | -6.6% |
| 30D | +2.7% | -1.4% | +4.1% | +2.9% |
| 3M | +10.8% | +24.6% | -13.8% | -1.7% |
| 6M | +14.4% | +105.9% | -91.5% | -23.8% |
| YTD | +8.7% | +88.5% | -79.9% | -24.7% |
| 1Y | +6.7% | +62.1% | -55.4% | -19.9% |
| 3Y | +87.4% | +169.1% | -81.7% | +4.8% |
| 5Y | -29.5% | +141.9% | -171.3% | -58.7% |
| All | +331.8% | +650.8% | -319.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling